Index

As this ebook edition doesn't have fixed pagination, the page numbers below are hyperlinked for reference only, based on the printed edition of this book.

A

aggregates

used, for creating columns 32-34

alerts

sending, via SMS 361, 362

algorithmic trading app

building 248-251

class 253

inheritance and overriding 252

request-callback pattern 252

testing 253, 254

alpha factors 86

AlphaLens

backtest results, preparing 194-199

factor return performance, examining 204-210

factor turnover, evaluating 210-215

IC, evaluating 199-204

apply function 69

ArcticDB

reference link 357

ArcticDB DataFrame database

using, for storage 350-355

asfreq method

reference link 63

asset returns

calculating, with pandas 47-51

autocommit mode 283

Average True Range (ATR) 163

B

backtest results

preparing 194-199

bag 329

basic lower band 163

basic upper band 163

basis trade 9

...